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Modeling and simulation of value -at -risk in the financial market area

Zheng, Xiangyin
Louisiana Tech Digital Commons · Papers
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financerisk-factorsrisk-managementstatisticsvalue-at-risk
Value-at-Risk (VaR) is a statistical approach to measure market risk. It is widely used by banks, securities firms, commodity and energy merchants, and other trading organizations. The main focus of this research is measuring and analyzing market risk by modeling and simulation of Value-at-Risk for
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